Seminar on Stochastic Processes, 1991

In memory of Steven Orey.- A correlation inequality for tree-indexed Markov chains.- On specifying invariant ?-fields.- On the martingale problem for measure-valued Markov branching processes.- Potential densities of symmetric Levy processes.- An absorption problem for several Brownian motions.- Forms of inclusion between processes.- Brownian interpretations of an elliptic integral.- L-shapes for the logarithmic ?-model for DLA in three dimensions.- Remark on the intrinsic local time.- Harmonic functions on Denjoy domains.- Conditional Dawson-Watanabe processes and Fleming-Viot processes.- p-variation of the local times of stable processes and intersection local time.- Closing values of martingales with finite lifetimes.- Construction of Markov processes from hitting distributions without quasi-left-continuity.- A characterization of Brownian motion on Sierpinski spaces.

著者

Chung, Kai Lai、Seminar on Stochastic Processes、Sharpe, M. J.、Çınlar, Erhan、 Chung K. L.、 Sharpe M.、 etc.、Cinlar E.

出版社

Birkhäuser

発売日

1992年1月発売

価格

価格未定（税込・書誌情報提供：openBD）

ISBN

9780817636289

発売済み